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FHMS K-1512 2031-05-25 2.988000 500000.00 535069.00 Agency Collateralized Mortgage Obligation FHMS_K123-X3 2049-02-25 2.627610 655000.00 128092.25 Agency Collateralized Mortgage Obligation FHMS_K124 2049-02-25 2.620120 786000.00 154517.74 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_K108 2030-03-25 1.517000 869000.00 836759.37 Agency Collateralized Mortgage Obligation TN VLY AUTHORITY 549300HE1ISW43LNKM54 2025-05-15 0.750000 931000.00 910139.39 Agency Debentures and Agency Strips FHMS_KF98 2030-12-25 0.259670 1000000.00 934024.01 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K099 2029-09-25 2.304000 1000000.00 1015963.00 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_20-K109 2030-04-25 1.581820 1005000.00 111771.02 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_18-KL03 2025-04-25 4.255610 1425000.00 1225326.63 Agency Collateralized 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Obligation FHLK_12-2 2049-01-25 2.631060 10800000.00 2084881.18 Agency Collateralized Mortgage Obligation FHMS_K129 2049-07-25 3.171530 10999504.00 2718537.78 Agency Collateralized Mortgage Obligation FHMS_K1506 2036-07-25 3.050510 11000000.00 3025936.03 Agency Collateralized Mortgage Obligation FHMS _K127 2049-03-25 2.653780 12065740.00 2426788.13 Agency Collateralized Mortgage Obligation FHMS_KW10 2029-10-25 2.718880 12381000.00 2071498.90 Agency Collateralized Mortgage Obligation FREMF_K065 2045-07-25 2.182160 12470000.00 1287633.03 Agency Collateralized Mortgage Obligation FREMF_16-K722 2023-05-25 0.000000 12500000.00 11063562.50 Agency Collateralized Mortgage Obligation FREMF_K-059 2026-11-25 1.916300 12865000.00 1060100.71 Agency Collateralized Mortgage Obligation FREMF_K-075 2028-05-25 2.129230 12949000.00 1510259.41 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_15-K7 2022-02-25 0.000000 13400000.00 10378398.72 Agency Collateralized Mortgage Obligation 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736175.63 Agency Collateralized Mortgage Obligation FHMS_17-KW02 2027-01-25 2.843100 16596401.00 2076496.00 Agency Collateralized Mortgage Obligation FREMF_17-K728 2024-11-25 0.100000 16954000.00 42899.27 Agency Collateralized Mortgage Obligation FHMS_K740 2047-11-25 2.480870 17000000.00 2135444.63 Agency Collateralized Mortgage Obligation FHLMC_KW03 2030-08-25 3.047010 17316000.00 2552727.71 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K019 2022-03-25 1.575410 17752697.00 6691.42 Agency Collateralized Mortgage Obligation FHMS_K1507 2036-09-25 3.229920 18102000.00 5342092.25 Agency Collateralized Mortgage Obligation FRESB_15-SB3 2045-01-25 2.784250 19276270.00 2642514.48 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB78 2040-06-25 1.667900 20325338.00 1223275.68 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB76 2030-05-25 1.683780 20979187.00 1201048.99 Agency Collateralized Mortgage Obligation FHLMC_K735 2047-05-25 2.152810 21093000.00 1771073.90 Agency Collateralized Mortgage Obligation FREMF_18-KW06 2031-06-25 3.171330 22000000.00 3942549.09 Agency Collateralized Mortgage Obligation FREMF_K-082 2028-10-25 2.212080 23425000.00 3029986.22 Agency Collateralized Mortgage Obligation FHMS_K062 2045-01-25 2.078010 23829000.00 2207772.97 Agency Collateralized Mortgage Obligation FHMS_K118 2048-10-25 2.692780 24034533.00 4713555.99 Agency Collateralized Mortgage Obligation FREMF_14-KX01 2023-06-25 4.189630 24319419.00 19599903.01 Agency Collateralized Mortgage Obligation FHMS_K035 2041-12-25 1.788000 24381000.00 646949.76 Agency Collateralized Mortgage Obligation FR_19-SB66 2039-07-25 7.500000 24459332.00 18261510.40 Agency Collateralized Mortgage Obligation FREMF_K-064 2027-05-25 2.139440 24705000.00 2477611.80 Agency Collateralized Mortgage Obligation FHMS_K102 2046-12-25 1.891270 25000000.00 3215501.52 Agency Collateralized Mortgage Obligation FHMS_Q014 2055-10-25 2.798760 25792138.00 5731943.23 Agency Collateralized Mortgage Obligation FHMS-K1522 2039-11-25 0.100000 25907000.00 8396573.34 Agency Collateralized Mortgage Obligation FHMS_K061 2044-12-25 1.975180 26163474.00 2282684.09 Agency Collateralized Mortgage Obligation FREMF_21-KLU3FX 2031-01-25 4.255420 26838167.00 24953828.47 Agency Collateralized Mortgage Obligation FREMF_17-KF35 2024-09-25 9.858430 27523968.00 7126888.37 Agency Collateralized Mortgage Obligation FHLK_12 2030-10-25 2.740130 27714000.00 5574489.34 Agency Collateralized Mortgage Obligation FHMS_K135 2049-10-25 2.682150 28227997.00 5981177.36 Agency Collateralized Mortgage Obligation FREMF_KW07 2031-10-25 3.060920 28548000.00 5114310.40 Agency Collateralized Mortgage Obligation FRESB_19-SB63 2039-04-25 1.175020 28728000.00 1391708.85 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB77 2040-06-25 1.469680 29531497.00 1318815.97 Agency 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3.500000 150000.00 39830.75 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7170 2046-05-01 3.500000 595000.00 102573.18 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6328 2045-12-01 3.500000 600000.00 114918.04 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6393 2045-12-01 3.500000 1234816.00 221860.58 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6395 2045-12-01 3.500000 6130000.00 1060791.39 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6534 2046-01-01 3.500000 480000.00 95528.00 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6573 2046-01-01 3.500000 2395000.00 444198.73 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6620 2046-02-01 3.500000 500000.00 129291.46 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6879 2046-03-01 3.500000 995561.00 155425.92 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7242 2046-05-01 3.500000 580000.00 81753.74 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7545 2046-07-01 3.500000 10750000.00 2106435.37 Agency 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CLAY3376 2045-04-01 3.500000 1000000.00 190195.38 Agency Mortgage-Backed Securities FNMS 03.500 CLAY6023 2045-09-01 3.500000 1828232.00 374912.59 Agency Mortgage-Backed Securities FNMS 03.500 CLAY8840 2045-07-01 3.500000 1054536.00 315004.21 Agency Mortgage-Backed Securities FNMS 04.000 CLAY8841 2045-07-01 4.000000 450000.00 83176.56 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ1938 2045-03-01 3.500000 78000.00 10975.18 Agency Mortgage-Backed Securities FNMS 02.500 CIAZ4898 2030-08-01 2.500000 148879.00 28425.90 Agency Mortgage-Backed Securities FNMS 05.500 CL725943 2034-10-01 5.500000 422852.00 6461.52 Agency Mortgage-Backed Securities FNMS 05.500 CL735178 2034-12-01 5.500000 398455.00 8712.48 Agency Mortgage-Backed Securities FNMS 06.000 CT745407 2024-04-01 6.000000 5765942.00 27870.25 Agency Mortgage-Backed Securities FNMS 06.000 CL745458 2036-04-01 6.000000 14395676.00 189476.22 Agency Mortgage-Backed Securities FNMS 06.500 CL745932 2036-11-01 6.500000 6981339.00 81993.49 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7.992290 4330220.00 1854.98 Agency Collateralized Mortgage Obligation GNMA_14-43 2044-03-16 7.143710 4563393.00 139053.69 Agency Collateralized Mortgage Obligation GNMA_20-65D 2050-05-20 5.996290 7487780.00 946675.18 Agency Collateralized Mortgage Obligation GNMA_18-29 2042-03-20 6.496290 7900000.00 492778.64 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_05-89 2035-10-25 6.592290 8512894.00 39047.34 Agency Collateralized Mortgage Obligation GNMA_20-30A 2050-03-20 5.946290 8582494.00 1093722.80 Agency Collateralized Mortgage Obligation FHLMC_4999G 2048-10-15 5.943710 9400000.00 864050.97 Agency Collateralized Mortgage Obligation FHLMC_5178F 2045-03-25 4.000000 9884063.00 1472872.61 Agency Collateralized Mortgage Obligation FHLMC_4608 2040-05-15 5.993710 10003089.00 484158.06 Agency Collateralized Mortgage Obligation FHLMC_4895G 2041-03-15 1.650350 10579872.00 219482.05 Agency Collateralized Mortgage Obligation FHLMC_4942G 2050-01-25 5.892290 11025776.00 1363906.54 Agency 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Agency Collateralized Mortgage Obligation GNMA_21-9B 2051-01-20 2.000000 75000000.00 7869471.04 Agency Collateralized Mortgage Obligation FNMA_15-91 2045-12-25 1.509080 82366080.00 745008.88 Agency Collateralized Mortgage Obligation FNMA_19-9F 2049-03-25 1.565660 82543488.00 1900665.24 Agency Collateralized Mortgage Obligation FHLMC_5110A 2051-05-25 3.500000 85641088.00 11263476.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2047-07-20 3.000000 97466573.00 68105671.99 Agency Mortgage-Backed Securities FHLMC_4683D 2038-09-15 1.885970 102299240.00 2114230.65 Agency Collateralized Mortgage Obligation FNMA_17-30H 2047-05-25 1.586300 119344768.00 1298343.27 Agency Collateralized Mortgage Obligation FNMA_16-40J 2046-07-25 1.194930 157677056.00 1182369.69 Agency Collateralized Mortgage Obligation FHLMC_4796E 2040-02-15 1.741410 162358016.00 3328974.15 Agency Collateralized Mortgage Obligation FNMA_17-54E 2047-07-25 1.761050 167905792.00 2545311.41 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(including Strips) and cash Y N 1 1/4 NOTE M 28 2028-06-30 1.250000 26252400.00 25500017.82 U.S. Treasuries (including strips) Y Fitch - BR F2 Moody's - BR P-1 Standard & Poor's - BR A-2 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 25000000.00 25000000.00 0.0001 N Y Y N Bank of Montreal Bank of Montreal 0.050 NQQ6HPCNCCU6TUTQYE16 BRWXZY463 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 1000.00 1019.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2038-09-20 7.000000 70087.00 75930.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2034-09-20 6.000000 290458.00 324598.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-10-20 3.500000 427153.00 455068.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-10-01 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B1V7KEBTPIMZEU4LTD58 2052-02-01 3.000000 8708520.00 9032363.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-02-01 2.500000 8859345.00 8865026.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2071-11-20 2.152000 8900998.00 9411574.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2051-11-01 2.500000 9145285.00 8885398.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 9155771.00 9033688.22 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-07-01 2.500000 10000000.00 8890953.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-02-01 1.500000 10089781.00 9944266.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2051-11-01 2.500000 10176286.00 10117983.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2051-10-01 2.500000 10305884.00 10071537.33 Agency Mortgage-Backed 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Collateralized Mortgage Obligation GNMA_12-96 2042-08-20 5.996290 8509392.00 338004.54 Agency Collateralized Mortgage Obligation FHLMC_5149D 2051-10-25 3.000000 8769787.00 993368.66 Agency Collateralized Mortgage Obligation FHLMC_5178F 2045-03-25 4.000000 8830108.00 1315817.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-146 2050-10-20 2.500000 9039440.00 819277.47 Agency Collateralized Mortgage Obligation FNMA_19-69C 2049-12-25 5.892290 9275800.00 660994.66 Agency Collateralized Mortgage Obligation GNMA_20-122P 2050-08-20 6.146290 9300000.00 1362641.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-9 2051-01-20 2.500000 9328412.00 999099.53 Agency Collateralized Mortgage Obligation GNMA_20-183E 2050-11-20 2.500000 9352158.00 958594.25 Agency Collateralized Mortgage Obligation GNMA_21-98M 2051-06-20 4.500000 9446637.00 809295.83 Agency Collateralized Mortgage Obligation GNMA_21-27R 2051-02-20 3.500000 9573391.00 1316785.94 Agency Collateralized Mortgage Obligation FHLMC_4943B 2049-09-25 5.942290 9613480.00 595915.39 Agency Collateralized Mortgage Obligation FHLMC_3958 2040-01-15 6.493710 9686006.00 56150.76 Agency Collateralized Mortgage Obligation GNMA_21-137M 2051-08-20 4.500000 9769467.00 1257161.83 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5072 2050-10-25 3.500000 10758092.00 1639540.48 Agency Collateralized Mortgage Obligation FNMA_20-27A 2050-05-25 5.842290 11300790.00 1917654.33 Agency Collateralized Mortgage Obligation FHLMC_4923F 2053-01-15 5.873710 11407104.00 967533.89 Agency Collateralized Mortgage Obligation FHLMC_5009J 2050-09-25 6.092290 11876334.00 1567765.51 Agency Collateralized Mortgage Obligation GNMA_21-1G 2050-01-20 3.000000 12692640.00 1341734.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-09-20 3.500000 13000000.00 1546866.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE 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Mortgage Obligation GNMA_17-18 2047-02-16 5.993710 22448333.00 1599423.66 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_21-3 2051-02-25 2.500000 22474620.00 2888312.00 Agency Collateralized Mortgage Obligation FNMA_16-7B 2046-03-25 5.992290 23260937.00 827023.57 Agency Collateralized Mortgage Obligation GNMA_20-18A 2050-02-20 5.996290 23527000.00 1565037.74 Agency Collateralized Mortgage Obligation GNMA_17-37F 2047-03-20 6.046290 23691904.00 1273217.33 Agency Collateralized Mortgage Obligation GNMA_21-216A 2051-12-20 3.000000 23844629.00 2472807.50 Agency Collateralized Mortgage Obligation FNMA_20-91B 2050-12-25 4.200330 24500000.00 971013.05 Agency Collateralized Mortgage Obligation FNMA_18-96A 2049-01-25 6.092290 24507190.00 1882821.65 Agency Collateralized Mortgage Obligation GNMA_20-32N 2050-03-16 3.500000 24548754.00 2601003.37 Agency Collateralized Mortgage Obligation GNMA_17-57B 2047-04-20 5.000000 24666536.00 916641.04 Agency Collateralized Mortgage Obligation 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1.484480 32166333.00 733512.70 Agency Collateralized Mortgage Obligation FNMA_12-93E 2042-09-25 5.942290 32564675.00 777008.41 Agency Collateralized Mortgage Obligation FHLMC_4835E 2045-12-15 1.759610 32772903.00 685406.31 Agency Collateralized Mortgage Obligation FHLMC_4678C 2042-12-15 1.595330 33607490.00 393929.62 Agency Collateralized Mortgage Obligation FNMA_19-81C 2050-01-25 5.892290 33705506.00 1665112.32 Agency Collateralized Mortgage Obligation GNMA_19-97D 2049-08-20 5.946290 33952064.00 2309225.40 Agency Collateralized Mortgage Obligation FNMA_21-72M 2050-04-25 3.000000 34009547.00 3572637.25 Agency Collateralized Mortgage Obligation FHLMC_4560B 2040-07-15 1.580450 34376690.00 325198.51 Agency Collateralized Mortgage Obligation GNMA_21-159D 2051-09-20 2.500000 34505500.00 3314162.27 Agency Collateralized Mortgage Obligation GNMA_21-177M 2051-10-20 3.500000 35000000.00 3124274.67 Agency Collateralized Mortgage Obligation GNMA_14-118F 2044-08-16 5.493710 35501323.00 1851594.41 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Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2030-11-15 0.000000 30000000.00 25474541.63 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 24975000.00 24975000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWY01GJ0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-08-15 2.875000 67000000.00 76711775.35 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 75207500.00 75207500.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWY01GV3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-05-15 3.000000 60000000.00 69538313.63 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 68175000.00 68175000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWY01GR2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2049-11-15 2.375000 50000000.00 53231586.98 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 52187500.00 52187500.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWY01G01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2035-08-15 0.000000 35000000.00 26418043.17 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 25900000.00 25900000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWY01GT8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2033-05-15 0.000000 35000000.00 27935295.65 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 27387500.00 27387500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWY01GQ4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2035-05-15 0.000000 60000000.00 45594074.50 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 44700000.00 44700000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWY01GK7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2050-05-15 1.250000 85000000.00 69793614.04 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 68425000.00 68425000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWY01GB7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2042-11-15 2.750000 23000000.00 25395491.50 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 24897500.00 24897500.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWY01G19 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-02-15 0.000000 10000000.00 6859511.21 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 6725000.00 6725000.00 0.0000 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWY01GZ4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2037-08-15 0.000000 34000000.00 24362739.81 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 23885000.00 23885000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWY01GU5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2047-02-15 0.000000 50000000.00 28496546.56 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 27937500.00 27937500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWY01G84 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2034-11-15 0.000000 60000000.00 46206075.50 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 45300000.00 45300000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWY01GS0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2047-08-15 0.000000 100000000.00 58140095.00 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 57000000.00 57000000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWY01GX9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2040-02-15 0.000000 50000000.00 34552556.46 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 33875000.00 33875000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWY01GN1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2043-08-15 0.000000 31000000.00 19367281.65 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 18987500.00 18987500.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWY01GC5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2046-08-15 2.250000 50000000.00 51382583.96 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 50375000.00 50375000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWY01H18 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2029-08-15 0.000000 50000000.00 43605071.25 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 42750000.00 42750000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWY01GH4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2040-02-15 0.000000 50000000.00 33469054.69 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-02-01 2022-02-01 2022-02-01 N N N 0.0006 32812500.00 32812500.00 0.0002 N Y Y N BlackRock Liquidity Funds 2022-02-04 /s/Ann Frechette Ann Frechette Assistant Treasurer